Forecast, Quick P&L’s – Feb and To Date

Forecast, Quick P&L’s, February and To-Date  Quick Summary  Annual rate of return: +17.6% (un-leveraged)  In October 2013, we developed an algorithm called Edge which helps us quantify the opportunity in a trade  Since the development of Edge, the rate of return of the Forecast has risen to +17.6% per year and our trade-by-trade standard dev has Read more about Forecast, Quick P&L’s – Feb and To Date[…]

Quick P&L’s, January and To-Date

Quick Summary  Market Stress has helped  Our Trend Day predictions are getting better  We combined Market Stress and a Trend Day prediction to identify the recent market turn  Since Market Stress the Forecast set-ups have been correct 77% of the time Since Market Stress, October 2013-p Market Stress, Oct 2013-p     Gross $4,431     Read more about Quick P&L’s, January and To-Date[…]